+604.1%
ABBV vs VIG
+262.6%
+341.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | +3.5% | -2.2% | -1.3% |
| 30D | +4.7% | +4.9% | -0.2% | +1.0% |
| 3M | +18.3% | +2.5% | +15.8% | +16.2% |
| 6M | +43.4% | +11.0% | +32.4% | +32.6% |
| YTD | +33.0% | +16.0% | +17.0% | +18.9% |
| 1Y | +30.8% | +17.5% | +13.3% | +15.7% |
| 3Y | +135.1% | +67.0% | +68.1% | +59.5% |
| 5Y | +201.2% | +64.8% | +136.5% | +103.8% |
| All | +604.1% | +262.6% | +341.5% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling